Abstract:
In this project, a fourth order finite difference method is presented for solving third
order linear two point boundary value problems. We use grid points to derive this
method. The present method is convergent to fourth order accuracy. In addition, we
show that this method is unconditionally stable. A MATLAB code is developed for
the finite difference method to obtain the numerical results. Three numerical examples
are considered to illustrate the efficiency of the present method. The numerical
results, maximum absolute error and rate of convergence are tabulated and compared
with the exact solution. Graphs are also depicted in support of the numerical results.
From the results, we have observed that the present method approximates the exact
solution very well.